According to Basil, forty soldiers who had openly confessed themselves Christians were condemned by the prefect to be exposed naked upon a frozen pond near Sebaste on a bitterly cold night, that they might freeze to death.

Gregory of Nyssa was especially devoted to the Forty Martyrs; two discourses in praise of them, preached by him in the church dedicated to them, are still preserved[6] and upon the death of his parents, he laid them to rest beside the relics of the confessors.

[7] Sozomen, who was an eye-witness, has left an interesting account of the finding of the relics in Constantinople, in the shrine of Saint Thyrsus built by Caesarius, through the instrumentality of Empress Pulcheria.

The Forty Saints Monastery in Sarandë, modern day Albania, which gave its name in Greek to the city itself (Άγιοι Σαράντα, Hagioi Saranda), was built in the 6th century AD, and is thought to have been an important pilgrimage site.

In 2013 the Feast of the Holy Forty Martyrs in Štip was inscribed in UNESCO Intangible Cultural Heritage Lists of North Macedonia.

Their feast also falls during Great Lent so that the endurance of the martyrs will serve as an example to the faithful to persevere to the end (i.e., throughout the forty days of the fast) in order to attain heavenly reward (participation in Pascha, the Resurrection of Jesus).

The Martyrs were typically represented at the point when they were about to freeze to death, "shivering from the cold, hugging themselves for warmth, or clasping hands to their faces or wrists in pain and despair".

Bishop Gaudentius of Brescia (d. about 410 or 427) received particles of the ashes of martyrs during a voyage in the East, and placed them with other relics in the altar of the basilica which he had erected, at the consecration of which he delivered a discourse, still extant.